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Semi-smooth Newton methods for state-constrained optimal control problems

✍ Scribed by Kazufumi Ito; Karl Kunisch


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
238 KB
Volume
50
Category
Article
ISSN
0167-6911

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✦ Synopsis


A regularized optimality system for state-constrained optimal control problems is introduced and semi-smooth Newton methods for its solution are analyzed. Convergence of the regularized problems is proved. Numerical tests conÿrm the theoretical results and demonstrate the e ciency of the proposed methodology.


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